Reply To: Ins Type MTL-OUTRIGHT not storing Cash Leg in Parameter Table

Israr Ahmed

Thanks. So in our generic join of PnL Detail to Parameter Table we will put a special case for ComFwd and assume the legs in the PnL Detail should all be zero.

Also as Info : I also checked a ComOpt deal. For this the param_seq_num in the PnL Detail and Parameter table are both consistent and same ( 0 ) . However … Funnily enough for this the break/inconsistency with the Profile table is on the profile_seq_num which shows a value of -1 in the PnL Detail ( on the Premium row ) .

Download PDF version

This field is for validation purposes and should be left unchanged.